Specialized Analytics

Citigroup

13800-23400 PLN miesięcznie (Umowa o pracę)

Czym będziesz się zajmować?

  • Develop and enhance tools for the measurement, monitoring, and management of counterparty exposure including stress testing, PFE, stress loss, and wrong way risk
  • Actively liaise with Sales & Trading, Market Risk and CVA teams to ensure comprehensive coverage of counterparty and liquidity risk measures across over-the-counter, securities financing transactions and futures products
  • Closely work with Quantitative risk, Markets analytics teams, Technology, and Model Validation groups on CCR model development and evolution of CCR models to address new products or risk areas
  • Work with business managers and In-Business Risk teams on new product approvals, margining model, real-time monitoring and controls
  • Lead hands-on development of Agentic AI and GenAI-centric solutions that modernize risk monitoring, controls, and real-time analytics.
  • Perform and develop risk analysis on existing client portfolios as well as customized risk analysis on new client portfolios
  • Own presentations and documents for internal and external use on various topics including functions of the Risk Group, stress methodologies, policies and risk issues

Kogo poszukujemy?

Knowledge and Experience:
  • 3-5 years of experience in risk analytics or market risk, or counterparty credit risk management
  • Strong understanding of capital markets products, including Prime Brokerage, derivatives, repo financing
  • Understanding of multiple asset classes including rates, equities, foreign exchange, credit, and commodities
Skills:
  • Strong analytical skills with good attention to detail and a demonstrated aptitude for tackling analytical issues through quantitative modelling and assimilation of data into a working product
  • Stress testing skills and product pricing and valuation skills desirable
  • Strong Excel skills. Programming skills preferring including Python or other statistical languages
  • Hands-on experience with Agentic AI / GenAI centric solutions preferred
  • Excellent written and oral communication skills with ability to present complex analysis clearly to stakeholders
  • Ability to work well with cross-functional teams from Business, Risk and Technology
  • Demonstrates strong ethics and integrity. Ability to work independently as well as in a team environment. Can make decisions under pressure and short timeline
Education:
  • Bachelor’s or Master’s degree in mathematics, science, finance, economics, or a related field required

Czego wymagamy?

Znajomości:

Języki:

  • Polski
  • Angielski

Jakie warunki i benefity otrzymasz?

  • 165020-280980 PLN rocznie (Umowa o pracę)
  • Umowa o pracę - Elastyczne godziny pracy (100%)
  • Praca zdalna: Brak

Gdzie będziesz pracował?

Centrum, Warszawa

Kim jesteśmy? – Citigroup

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Strona firmy: Citigroup